+246.0%
BAC vs CCI
+905.5%
-659.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.4% |
| 7D | +1.1% | -0.4% | +1.5% | +1.2% |
| 30D | -0.4% | +2.7% | -3.1% | -1.1% |
| 3M | +16.9% | -18.2% | +35.1% | +22.2% |
| 6M | +26.6% | -14.8% | +41.4% | +30.7% |
| YTD | +15.8% | -12.6% | +28.4% | +18.3% |
| 1Y | +27.2% | -16.7% | +43.9% | +31.3% |
| 3Y | +132.4% | -10.5% | +142.9% | +132.4% |
| 5Y | +72.6% | -51.4% | +124.0% | +97.9% |
| 10Y | +389.7% | +20.0% | +369.7% | +348.4% |
| All | +246.0% | +905.5% | -659.5% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling